+3,766.1%
MCD vs SUI
+4,171.7%
-405.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +8.0% | +8.8% | -0.7% | +5.8% |
| 30D | +19.6% | +8.9% | +10.7% | +17.0% |
| 3M | +2.2% | +2.0% | +0.2% | +1.6% |
| 6M | -1.1% | -0.6% | -0.5% | -1.1% |
| YTD | -7.2% | +1.3% | -8.6% | -7.7% |
| 1Y | -6.7% | +1.3% | -8.0% | -7.2% |
| 3Y | +11.6% | +16.3% | -4.7% | +5.8% |
| 5Y | +22.6% | -25.1% | +47.7% | +28.2% |
| 10Y | +218.4% | +121.1% | +97.3% | +155.3% |
| All | +3,766.1% | +4,171.7% | -405.6% | +1,656.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling